Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2022-02-21 (Computational Economics)
- NEP-CTA-2022-02-21 (Contract Theory and Applications)
- NEP-IAS-2022-02-21 (Insurance Economics)
- NEP-RMG-2022-02-21 (Risk Management)
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